BVT Call 47 CRIN 20.03.2025
/ DE000VD58GZ7
BVT Call 47 CRIN 20.03.2025/ DE000VD58GZ7 /
| 1/24/2025 8:44:11 AM |
Chg.+0.330 |
Bid3:30:11 PM |
Ask3:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+58.93% |
0.970
Bid Size: 15,000 |
0.990
Ask Size: 15,000 |
UNICREDIT |
47.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD58GZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
5/16/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-3.48 |
| Time value: |
0.98 |
| Break-even: |
47.98 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.10 |
| Spread %: |
11.36% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
13.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.85% |
| 1 Month |
|
|
+452.80% |
| 3 Months |
|
|
+5.95% |
| YTD |
|
|
+394.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.560 |
| 1M High / 1M Low: |
0.790 |
0.166 |
| 6M High / 6M Low: |
1.510 |
0.155 |
| High (YTD): |
1/21/2025 |
0.790 |
| Low (YTD): |
1/3/2025 |
0.169 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.67% |
| Volatility 6M: |
|
296.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |